+31.6%
FAST vs LUV
+57.3%
-25.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.2% | +0.8% |
| 7D | +3.4% | +6.8% | -3.4% | +2.5% |
| 30D | +5.5% | +10.9% | -5.4% | +4.1% |
| 3M | +7.6% | -4.2% | +11.8% | +8.1% |
| 6M | +19.8% | +22.1% | -2.3% | +16.1% |
| YTD | +35.5% | +13.8% | +21.6% | +32.2% |
| 1Y | +31.6% | +59.2% | -27.6% | +18.2% |
| All | +31.6% | +57.3% | -25.7% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling